Title of this question was a bit misleading. First thing that came to mind was that the person was introvert or even somehow socially constrained. If you are sure that the reason for this is that he thinks he is superior to his friends, he might be "snob" ( as Hellion already said ), "pretentious" or "haughty".

However as someone who prefers to stay home instead of going out with my friends, I'd like to point out that it is not necessarily person being smug, but merely one that avoids crowds, possibly a "homebody" in a good sense.

Should be 'hybristic', coming from the Greek hubris(yes, I know it's confusing.)
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TimLymingtonMay 7 '11 at 20:05

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Hubris has very different connotations, to my ear: it’s about overestimating one’s own capabilities. If you invest all your money in some shares, because you’re sure of your judgement that they’ll go up, and then they crash and you lose all your money… that’s hubris.
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PLLMay 7 '11 at 21:20

Elitist doesn't quite cover all the bases (e.g., it doesn't necessarily imply that someone won't go out with his friends), but that's what I might call someone who refuses to go out with people who are "beneath" him. It works well alongside snob (as Hellion and user4395 mentioned).

Perhaps one could riff off the idea of social stratification to create a new word/phrase, although they'd have to explain what they meant as soon as they used the term.